PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-27 08:39:08.612207+00:00 (UTC)
In US/Central Time, this is 2024-03-27 03:39:08.612207-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.896724 -0.474160 0.086478 -0.009337 0.545045 0.254414
1997-01-03 -0.885014 -0.474160 -0.155337 0.006167 0.744645 0.205242
1997-01-06 -0.881111 -0.474160 -0.063904 -0.017088 0.777526 0.269203
1997-01-07 -0.881111 -0.453343 -0.128869 -0.048096 0.837158 0.382849
1997-01-08 -0.892821 -0.453343 -0.021797 -0.086855 0.785188 0.496103
... ... ... ... ... ... ...
2024-03-20 -0.865498 -1.400534 -0.887998 1.719319 0.827843 0.465774
2024-03-21 -0.900628 -1.431760 -0.902435 1.727071 0.836465 0.472515
2024-03-22 -0.888918 -1.452577 -0.885592 1.727071 0.764023 0.313896
2024-03-25 -0.877208 -1.369308 -0.869952 1.727071 0.788280 0.420171
2024-03-26 -0.877208 -1.400534 -0.869952 1.727071 0.753325 0.420171

7195 rows × 6 columns

../_images/c36c7ca0ff9e8b5af228befd8b0a011c349b24367168726fd18a5ccda936ea09.png
pc1
DATE
1997-01-02   -0.576739
1997-01-03   -0.682837
1997-01-06   -0.665751
1997-01-07   -0.702099
1997-01-08   -0.671776
                ...   
2024-03-20   -1.595605
2024-03-21   -1.625611
2024-03-22   -1.582747
2024-03-25   -1.572263
2024-03-26   -1.573411
Name: PC1, Length: 7195, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/3478195247d9bf81fbdd51db0013711e7b3d6bcbbc94d2889362e49cb7cec2e9.png
fig = px.line(pc1)
fig.show()
../_images/35f50dacb03927c359de15018a6241a323fbf37fab1ae8ccd738828d49c85460.png